-11.8%
IOVA vs PAYC
+1,328.4%
-1,340.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.5% | -8.2% | -6.7% |
| 7D | -1.4% | -0.5% | -0.9% | -1.5% |
| 30D | -47.4% | +5.2% | -52.5% | -48.5% |
| 3M | +13.2% | +18.0% | -4.8% | +5.7% |
| 6M | +114.3% | +81.6% | +32.7% | +70.7% |
| YTD | +179.5% | +57.3% | +122.2% | +130.6% |
| 1Y | +200.4% | +49.8% | +150.6% | +152.4% |
| 3Y | +92.2% | +49.0% | +43.2% | +57.5% |
| 5Y | -63.8% | -47.8% | -15.9% | -59.5% |
| 10Y | +0.4% | +515.8% | -515.4% | -44.0% |
| All | -11.8% | +1,328.4% | -1,340.2% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PAYC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling